+34.9%
IEMG vs CASY
+261.5%
-226.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.3% |
| 7D | +5.3% | +2.5% | +2.8% | +5.0% |
| 30D | -7.2% | +10.2% | -17.4% | -8.2% |
| 3M | -8.1% | -15.7% | +7.6% | -6.5% |
| 6M | -6.7% | -18.4% | +11.7% | -4.8% |
| YTD | +11.6% | +28.3% | -16.6% | +6.1% |
| 1Y | +11.4% | +32.6% | -21.1% | +5.3% |
| 3Y | +69.3% | +159.5% | -90.2% | +43.0% |
| 5Y | +34.9% | +263.9% | -229.0% | +4.2% |
| All | +34.9% | +261.5% | -226.7% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling